Interest Rates Products

 
 
Daily Price Limit Changes
November Options Review
Repo Interest Rate Benchmark
Tick Size Reduced
 
Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.725 -0.005 99.725 99.725 99.725 500
Eurodollar GEM5 Jun 2015 99.630 0 99.625 99.630 99.625 404
Eurodollar GEU5 Sep 2015 99.475 0 99.475 99.475 99.475 383
Eurodollar GEZ5 Dec 2015 99.270 0 99.275 99.275 99.270 254
Eurodollar GEH6 Mar 2016 99.060 0 99.065 99.065 99.060 485
Eurodollar GEM6 Jun 2016 98.850 0 98.860 98.860 98.850 512
Eurodollar GEU6 Sep 2016 98.655 +0.005 98.660 98.660 98.655 210
Eurodollar GEZ6 Dec 2016 98.480 +0.005 98.485 98.485 98.480 85
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'165 +0'005 129'175 129'180 129'160 1524
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.725 -0.005 99.725 99.725 99.725 500
Eurodollar GEM5 Jun 2015 99.630 0 99.625 99.630 99.625 404
Eurodollar GEU5 Sep 2015 99.475 0 99.475 99.475 99.475 383
Eurodollar GEZ5 Dec 2015 99.270 0 99.275 99.275 99.270 254
Eurodollar GEH6 Mar 2016 99.060 0 99.065 99.065 99.060 485
Eurodollar GEM6 Jun 2016 98.850 0 98.860 98.860 98.850 512
Eurodollar GEU6 Sep 2016 98.655 +0.005 98.660 98.660 98.655 210
Eurodollar GEZ6 Dec 2016 98.480 +0.005 98.485 98.485 98.480 85
30-Day Federal Funds ZQJ5 Apr 2015 - - - - -
2-Year Eurodollar Bundle BU2H5 Mar 2015 - - - - -
3-Year Eurodollar Bundle BU3H5 Mar 2015 - - - - -
5-Year Eurodollar Bundle BU5H5 Mar 2015 - - - - -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 174'27 -0'01 174'31 174'31 174'26 71
U.S. Treasury Bond ZBH5 Mar 2015 149'18 -0'01 149'20 149'21 149'17 457
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'165 +0'005 129'175 129'180 129'160 1524
5-Year U.S. Treasury Note ZFH5 Mar 2015 120'170 +0'017 120'172 120'177 120'167 759
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'225 +0'005 109'225 109'227 109'225 233
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 - - - - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 - - - - -
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 - - - - -
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 - - - - -
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 - - - - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.